| Trading Metrics calculated at close of trading on 19-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.07110 |
1.06286 |
-0.00824 |
-0.8% |
1.05284 |
| High |
1.07142 |
1.06764 |
-0.00378 |
-0.4% |
1.06844 |
| Low |
1.06283 |
1.05893 |
-0.00390 |
-0.4% |
1.04537 |
| Close |
1.06289 |
1.06621 |
0.00332 |
0.3% |
1.06394 |
| Range |
0.00859 |
0.00871 |
0.00012 |
1.4% |
0.02307 |
| ATR |
0.00991 |
0.00983 |
-0.00009 |
-0.9% |
0.00000 |
| Volume |
172,834 |
205,438 |
32,604 |
18.9% |
768,744 |
|
| Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.09039 |
1.08701 |
1.07100 |
|
| R3 |
1.08168 |
1.07830 |
1.06861 |
|
| R2 |
1.07297 |
1.07297 |
1.06781 |
|
| R1 |
1.06959 |
1.06959 |
1.06701 |
1.07128 |
| PP |
1.06426 |
1.06426 |
1.06426 |
1.06511 |
| S1 |
1.06088 |
1.06088 |
1.06541 |
1.06257 |
| S2 |
1.05555 |
1.05555 |
1.06461 |
|
| S3 |
1.04684 |
1.05217 |
1.06381 |
|
| S4 |
1.03813 |
1.04346 |
1.06142 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.12846 |
1.11927 |
1.07663 |
|
| R3 |
1.10539 |
1.09620 |
1.07028 |
|
| R2 |
1.08232 |
1.08232 |
1.06817 |
|
| R1 |
1.07313 |
1.07313 |
1.06605 |
1.07773 |
| PP |
1.05925 |
1.05925 |
1.05925 |
1.06155 |
| S1 |
1.05006 |
1.05006 |
1.06183 |
1.05466 |
| S2 |
1.03618 |
1.03618 |
1.05971 |
|
| S3 |
1.01311 |
1.02699 |
1.05760 |
|
| S4 |
0.99004 |
1.00392 |
1.05125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.07186 |
1.05795 |
0.01391 |
1.3% |
0.00854 |
0.8% |
59% |
False |
False |
177,586 |
| 10 |
1.07186 |
1.04537 |
0.02649 |
2.5% |
0.00944 |
0.9% |
79% |
False |
False |
165,242 |
| 20 |
1.07186 |
1.03405 |
0.03781 |
3.5% |
0.00934 |
0.9% |
85% |
False |
False |
138,667 |
| 40 |
1.08740 |
1.03405 |
0.05335 |
5.0% |
0.01037 |
1.0% |
60% |
False |
False |
158,083 |
| 60 |
1.12992 |
1.03405 |
0.09587 |
9.0% |
0.01030 |
1.0% |
34% |
False |
False |
164,203 |
| 80 |
1.12992 |
1.03405 |
0.09587 |
9.0% |
0.00947 |
0.9% |
34% |
False |
False |
155,951 |
| 100 |
1.13268 |
1.03405 |
0.09863 |
9.3% |
0.00894 |
0.8% |
33% |
False |
False |
151,276 |
| 120 |
1.13660 |
1.03405 |
0.10255 |
9.6% |
0.00864 |
0.8% |
31% |
False |
False |
148,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.10466 |
|
2.618 |
1.09044 |
|
1.618 |
1.08173 |
|
1.000 |
1.07635 |
|
0.618 |
1.07302 |
|
HIGH |
1.06764 |
|
0.618 |
1.06431 |
|
0.500 |
1.06329 |
|
0.382 |
1.06226 |
|
LOW |
1.05893 |
|
0.618 |
1.05355 |
|
1.000 |
1.05022 |
|
1.618 |
1.04484 |
|
2.618 |
1.03613 |
|
4.250 |
1.02191 |
|
|
| Fisher Pivots for day following 19-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.06524 |
1.06594 |
| PP |
1.06426 |
1.06567 |
| S1 |
1.06329 |
1.06540 |
|